PortfoliosLab logoPortfoliosLab logo
EQQJ.DE vs. XMLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQJ.DE vs. XMLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE) and L&G Artificial Intelligence UCITS ETF (XMLD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EQQJ.DE achieves a 23.54% return, which is significantly lower than XMLD.DE's 42.18% return.


EQQJ.DE

1D
0.05%
1M
10.11%
YTD
23.54%
6M
22.51%
1Y
43.33%
3Y*
19.06%
5Y*
8.58%
10Y*

XMLD.DE

1D
-0.78%
1M
19.30%
YTD
42.18%
6M
38.22%
1Y
72.24%
3Y*
33.99%
5Y*
19.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQJ.DE vs. XMLD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EQQJ.DE
Invesco Nasdaq Next Generation 100 UCITS ETF Acc
23.54%7.46%21.88%10.68%-24.39%12.20%
XMLD.DE
L&G Artificial Intelligence UCITS ETF
42.18%16.99%25.17%54.28%-36.45%17.99%

Correlation

The correlation between EQQJ.DE and XMLD.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.87

The correlation between EQQJ.DE and XMLD.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EQQJ.DE vs. XMLD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQQJ.DE
EQQJ.DE Risk / Return Rank: 8181
Overall Rank
EQQJ.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EQQJ.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
EQQJ.DE Omega Ratio Rank: 7878
Omega Ratio Rank
EQQJ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
EQQJ.DE Martin Ratio Rank: 8080
Martin Ratio Rank

XMLD.DE
XMLD.DE Risk / Return Rank: 7878
Overall Rank
XMLD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XMLD.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
XMLD.DE Omega Ratio Rank: 7575
Omega Ratio Rank
XMLD.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XMLD.DE Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EQQJ.DE vs. XMLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE) and L&G Artificial Intelligence UCITS ETF (XMLD.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EQQJ.DEXMLD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.46

1.44

+0.02

Calmar ratioReturn relative to maximum drawdown

4.59

4.62

-0.03

Martin ratioReturn relative to average drawdown

15.54

12.52

+3.02

EQQJ.DE vs. XMLD.DE - Sharpe Ratio Comparison

The current EQQJ.DE Sharpe Ratio is 2.61, which is comparable to the XMLD.DE Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of EQQJ.DE and XMLD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EQQJ.DEXMLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

2.76

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.69

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.82

-0.41

Drawdowns

EQQJ.DE vs. XMLD.DE - Drawdown Comparison

The maximum EQQJ.DE drawdown since its inception was -32.64%, smaller than the maximum XMLD.DE drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for EQQJ.DE and XMLD.DE.


Loading charts...

Drawdown Indicators


EQQJ.DEXMLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-42.81%

+10.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.52%

-15.80%

+6.28%

Max Drawdown (3Y)

Largest decline over 3 years

-27.73%

-33.67%

+5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-32.64%

-42.81%

+10.17%

Current Drawdown

Current decline from peak

-0.12%

-2.30%

+2.18%

Average Drawdown

Average peak-to-trough decline

-14.18%

-13.51%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

5.84%

-3.03%

Volatility

EQQJ.DE vs. XMLD.DE - Volatility Comparison

The current volatility for Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE) is 5.98%, while L&G Artificial Intelligence UCITS ETF (XMLD.DE) has a volatility of 10.34%. This indicates that EQQJ.DE experiences smaller price fluctuations and is considered to be less risky than XMLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EQQJ.DEXMLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

10.34%

-4.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.65%

19.89%

-7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

26.47%

-9.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

27.22%

-7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.85%

28.52%

-8.67%

EQQJ.DE vs. XMLD.DE - Expense Ratio Comparison

EQQJ.DE has a 0.25% expense ratio, which is lower than XMLD.DE's 0.49% expense ratio.


Dividends

EQQJ.DE vs. XMLD.DE - Dividend Comparison

Neither EQQJ.DE nor XMLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EQQJ.DE and XMLD.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQQJ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQJ.DE is cheaper with a 0.25% expense ratio, compared with 0.49% for XMLD.DE.

EQQJ.DE is categorized as Mid Cap Growth Equities, while XMLD.DE is Technology Equities. EQQJ.DE tracks Nasdaq Next Generation 100 Index, while XMLD.DE tracks ROBO Global Artificial Intelligence. They also come from different issuers: Invesco and Legal & General. Their fees differ too: 0.25% for EQQJ.DE and 0.49% for XMLD.DE.

Portfolio Optimizer

Find the right allocation for EQQJ.DE and XMLD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer